Brompton Split Corp Enhanced Equity Income ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.44% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 9.28 | |
| 0.1305 | 6.19 | |
| 0.7452 | 31.91 | |
| 0.1194 | 1.70 |
Estimation Period:
Mar 21, 2025 to Feb 6, 2026
Mar 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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